Solvency II Capital & Stock Returns With Correlated Risks: Evidence From General Insurance

Author:

Bag Dinabandhu

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference17 articles.

1. A Simulation Model for Calculating Solvency Capital Requirements for Non-Life Insurance Risk;J Alm;Scandinavian Actuarial Journal,2015

2. An Application of Generalized Linear Models to Portuguese Motor Insurance;J M Andrade-Silva;Proceedings XXI ASTIN Colloquium,1989

3. A Correlation Sensitivity Analysis of Non-Life Underwriting Risk in Solvency Capital Requirement Estimation;L Berm�dez;ASTIN Bulletin,2013

4. A Market Evaluation of the Risk-Based Capital Standards for the U.S. Financial System;Lawrence R Cordell;Journal of Banking and Finance,1995

5. Property-Liability Insurance Pricing Models: An Empirical Evaluation;D'arcy;Journal of Risk and Insurance,1990

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